Suchergebnisse - "stochastic dual dynamic integer programming"
-
1
Stochastic dual dynamic integer programming
ISSN: 0025-5610, 1436-4646Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2019Veröffentlicht in Mathematical programming (01.05.2019)“… Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely …”
Volltext
Journal Article -
2
Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming
ISSN: 0885-8950, 1558-0679Veröffentlicht: New York IEEE 01.05.2019Veröffentlicht in IEEE transactions on power systems (01.05.2019)“… We propose a new type of decomposition algorithm, based on the recently proposed framework of stochastic dual dynamic integer programming (SDDiP …”
Volltext
Journal Article -
3
Mature offshore oil field development: Solving a real options problem using stochastic dual dynamic integer programming
ISSN: 0305-0548, 0305-0548Veröffentlicht: New York Elsevier Ltd 01.12.2021Veröffentlicht in Computers & operations research (01.12.2021)“… Oil and gas companies are facing low output prices and are forced to focus on the development of mature fields. Relevant investment decisions for operators …”
Volltext
Journal Article -
4
Retrofit Planning and Flexible Operation of Coal-Fired Units Using Stochastic Dual Dynamic Integer Programming
ISSN: 0885-8950, 1558-0679Veröffentlicht: New York IEEE 01.01.2024Veröffentlicht in IEEE transactions on power systems (01.01.2024)“… The continuous growth of wind power requires greater power system operational flexibility owing to the variability and uncertainty of wind power generation …”
Volltext
Journal Article -
5
Nonconvex Medium-Term Hydropower Scheduling by Stochastic Dual Dynamic Integer Programming
ISSN: 1949-3029, 1949-3037Veröffentlicht: Piscataway IEEE 01.01.2019Veröffentlicht in IEEE transactions on sustainable energy (01.01.2019)“… A recently proposed extension of the SDDP method known as stochastic dual dynamic integer programming (SDDiP …”
Volltext
Journal Article -
6
A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty
ISSN: 0020-7543, 1366-588XVeröffentlicht: London Taylor & Francis 02.09.2023Veröffentlicht in International journal of production research (02.09.2023)“… We then propose a new approximate stochastic dual dynamic integer programming algorithm based on this partial decomposition …”
Volltext
Journal Article -
7
Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
ISSN: 1389-4420, 1573-2924Veröffentlicht: New York Springer US 01.12.2020Veröffentlicht in Optimization and engineering (01.12.2020)“… (strategic and operational). To be able to solve this large-scale model, which grows exponentially with the number of stages in the scenario tree, we decompose the problem using Stochastic Dual Dynamic Integer Programming (SDDiP …”
Volltext
Journal Article -
8
Efficient power system year-round hourly operation simulation based on multi-stage Stochastic Dual Dynamic Integer Programming
ISSN: 0142-0615Veröffentlicht: Elsevier Ltd 01.10.2024Veröffentlicht in International journal of electrical power & energy systems (01.10.2024)“… In the context of power systems increasingly reliant on renewable energy sources, the consideration of uncertainty becomes paramount for year-round hourly …”
Volltext
Journal Article -
9
Multistage Dynamic Planning of Integrated Hydrogen-Electrical Microgrids under Multiscale Uncertainties
ISSN: 1949-3053, 1949-3061Veröffentlicht: Piscataway IEEE 01.09.2023Veröffentlicht in IEEE transactions on smart grid (01.09.2023)“… Integrated Hydrogen-Electrical (IHE) microgrids are desirable testbeds for the practice of carbon-neutral energy supply. This paper studies the IHE microgrids …”
Volltext
Journal Article -
10
A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market
ISSN: 0377-2217Veröffentlicht: Elsevier B.V 01.02.2026Veröffentlicht in European journal of operational research (01.02.2026)“… In this paper, we study the profit maximization problem of a virtual power plant trading in the continuous intraday electricity market. Our virtual power plant …”
Volltext
Journal Article -
11
Medium-term multi-stage distributionally robust scheduling of hydro–wind–solar complementary systems in electricity markets considering multiple time-scale uncertainties
ISSN: 0306-2619Veröffentlicht: Elsevier Ltd 01.10.2023Veröffentlicht in Applied energy (01.10.2023)“… •Stochastic dual dynamic integer programming is modified to solve the model.•Proposed scheduling model increases profits by 3.04 …”
Volltext
Journal Article -
12
Multi-stage distributionally robust optimization for hybrid energy storage in regional integrated energy system considering robustness and nonanticipativity
ISSN: 0360-5442Veröffentlicht: Elsevier Ltd 15.08.2023Veröffentlicht in Energy (Oxford) (15.08.2023)“… Hybrid energy storage system (HESS) has advantages in coping with the uncertainty of renewable energy and improving the stability of regional integrated energy …”
Volltext
Journal Article -
13
Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
ISSN: 0025-5610, 1436-4646Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2022Veröffentlicht in Mathematical programming (01.11.2022)“… We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty …”
Volltext
Journal Article -
14
Green horizons: Sustainable global logistics in dynamic supply chain management
ISSN: 0305-0548Veröffentlicht: Elsevier Ltd 01.01.2026Veröffentlicht in Computers & operations research (01.01.2026)“… To address dynamic factors of real-world global supply chain, an accelerated parallel stochastic dual dynamic integer programming (SDDiP …”
Volltext
Journal Article -
15
Goal-based investing with goal postponement: multistage stochastic mixed-integer programming approach
ISSN: 0254-5330, 1572-9338Veröffentlicht: 30.08.2024Veröffentlicht in Annals of operations research (30.08.2024)Volltext
Journal Article -
16
Hydropower preventive maintenance scheduling in a deregulated market: A multi-stage stochastic programming approach
ISSN: 0378-7796Veröffentlicht: Elsevier B.V 01.08.2023Veröffentlicht in Electric power systems research (01.08.2023)“… •Uncertainties of inflow and market price are considered.•Stochastic dual dynamic integer programming are tailored to solve the model …”
Volltext
Journal Article -
17
Multistage stochastic programming for the closed‐loop supply chain planning with mobile modules under uncertainty
ISSN: 0001-1541, 1547-5905Veröffentlicht: Hoboken, USA John Wiley & Sons, Inc 01.09.2023Veröffentlicht in AIChE journal (01.09.2023)“… Traditional supply chains usually follow fixed facility designs which coincide with the strategic nature of supply chain management (SCM). However, as the …”
Volltext
Journal Article -
18
Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
ISSN: 0025-5610, 1436-4646Veröffentlicht: United States Springer 21.10.2020Veröffentlicht in Mathematical programming (21.10.2020)“… We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty …”
Volltext
Journal Article -
19
A Stochastic Dual Dynamic Integer Programming for the Uncapacitated Lot-Sizing Problem with Uncertain Demand and Costs
ISSN: 2334-0835, 2334-0843Veröffentlicht: 05.07.2019Veröffentlicht in Proceedings of the International Conference on Automated Planning and Scheduling (05.07.2019)“… We propose to solve this stochastic combinatorial optimization problem thanks to a new extension of the stochastic dual dynamic integer programming algorithm …”
Volltext
Journal Article -
20
Stochastic Dual Dynamic integer Programming for a multi-echelon lot-sizing problem with remanufacturing and lost sales
ISSN: 2576-3555Veröffentlicht: IEEE 01.04.2019Veröffentlicht in International Conference on Control, Decision and Information Technologies (Online) (01.04.2019)“… We consider an uncapacitated multi-echelon lot-sizing problem within a remanufacturing system involving three production echelons: disassembly, refurbishing …”
Volltext
Tagungsbericht